+2,954.5%
DELL vs STM
+567.7%
+2,386.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.6% |
| 7D | -18.1% | -7.9% | -10.2% | -14.9% |
| 30D | -42.9% | -14.1% | -28.7% | -38.6% |
| 3M | -26.9% | -17.6% | -9.3% | -20.4% |
| 6M | +28.8% | -24.2% | +53.0% | +40.5% |
| YTD | +168.4% | +73.3% | +95.1% | +107.1% |
| 1Y | +136.8% | +90.1% | +46.7% | +75.7% |
| 3Y | +375.3% | +10.3% | +365.0% | +313.7% |
| 5Y | +551.0% | -5.7% | +556.8% | +477.3% |
| 10Y | +2,566.3% | +444.1% | +2,122.2% | +1,086.5% |
| All | +2,954.5% | +567.7% | +2,386.8% | +1,131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling